Towards the validity of Itō's formula for discontinuous functions (Q4925384)
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scientific article; zbMATH DE number 6174286
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| English | Towards the validity of Itō's formula for discontinuous functions |
scientific article; zbMATH DE number 6174286 |
Statements
Towards the Validity of Itô's Formula for Discontinuous Functions (English)
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12 June 2013
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Itō's formula
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Itō's lemma
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Brownian motion
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Wiener process
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discrete Itō formula
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Tanaka's formula
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0.8313416242599487
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0.8186313509941101
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0.8174339532852173
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0.8169885277748108
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0.8048385977745056
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